NYMEX Natural Gas Future June 2009
Trading Metrics calculated at close of trading on 17-Oct-2008 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2008 |
17-Oct-2008 |
Change |
Change % |
Previous Week |
Open |
7.076 |
7.231 |
0.155 |
2.2% |
7.330 |
High |
7.220 |
7.360 |
0.140 |
1.9% |
7.453 |
Low |
7.068 |
7.170 |
0.102 |
1.4% |
7.068 |
Close |
7.137 |
7.216 |
0.079 |
1.1% |
7.216 |
Range |
0.152 |
0.190 |
0.038 |
25.0% |
0.385 |
ATR |
0.223 |
0.223 |
0.000 |
0.0% |
0.000 |
Volume |
966 |
2,384 |
1,418 |
146.8% |
7,115 |
|
Daily Pivots for day following 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7.819 |
7.707 |
7.321 |
|
R3 |
7.629 |
7.517 |
7.268 |
|
R2 |
7.439 |
7.439 |
7.251 |
|
R1 |
7.327 |
7.327 |
7.233 |
7.288 |
PP |
7.249 |
7.249 |
7.249 |
7.229 |
S1 |
7.137 |
7.137 |
7.199 |
7.098 |
S2 |
7.059 |
7.059 |
7.181 |
|
S3 |
6.869 |
6.947 |
7.164 |
|
S4 |
6.679 |
6.757 |
7.112 |
|
|
Weekly Pivots for week ending 17-Oct-2008 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8.401 |
8.193 |
7.428 |
|
R3 |
8.016 |
7.808 |
7.322 |
|
R2 |
7.631 |
7.631 |
7.287 |
|
R1 |
7.423 |
7.423 |
7.251 |
7.335 |
PP |
7.246 |
7.246 |
7.246 |
7.201 |
S1 |
7.038 |
7.038 |
7.181 |
6.950 |
S2 |
6.861 |
6.861 |
7.145 |
|
S3 |
6.476 |
6.653 |
7.110 |
|
S4 |
6.091 |
6.268 |
7.004 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7.453 |
7.068 |
0.385 |
5.3% |
0.158 |
2.2% |
38% |
False |
False |
1,423 |
10 |
7.800 |
7.068 |
0.732 |
10.1% |
0.175 |
2.4% |
20% |
False |
False |
1,330 |
20 |
8.510 |
7.068 |
1.442 |
20.0% |
0.197 |
2.7% |
10% |
False |
False |
1,040 |
40 |
9.114 |
7.068 |
2.046 |
28.4% |
0.220 |
3.1% |
7% |
False |
False |
805 |
60 |
9.637 |
7.068 |
2.569 |
35.6% |
0.216 |
3.0% |
6% |
False |
False |
754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8.168 |
2.618 |
7.857 |
1.618 |
7.667 |
1.000 |
7.550 |
0.618 |
7.477 |
HIGH |
7.360 |
0.618 |
7.287 |
0.500 |
7.265 |
0.382 |
7.243 |
LOW |
7.170 |
0.618 |
7.053 |
1.000 |
6.980 |
1.618 |
6.863 |
2.618 |
6.673 |
4.250 |
6.363 |
|
|
Fisher Pivots for day following 17-Oct-2008 |
Pivot |
1 day |
3 day |
R1 |
7.265 |
7.215 |
PP |
7.249 |
7.215 |
S1 |
7.232 |
7.214 |
|